Closed-form expressions for distribution of sum of exponential random variables

被引:167
作者
Amari, SV [1 ]
Misra, RB
机构
[1] Indian Inst Technol, Ctr Reliabil Engn, Dept Ind Engn & Management, Kharagpur 721302, W Bengal, India
[2] Indian Inst Technol, Dept Elect Engn, Kharagpur 721302, W Bengal, India
关键词
distribution of sum of Erlang random variables; failure rate; exponential distribution; time to failure; system reliability;
D O I
10.1109/24.693785
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
In many systems which are composed of components with exponentially distributed lifetimes, the system failure time can be expressed as a sum of exponentially distributed random variables. A previous paper mentions that there seems to be no convenient closed-form expression for all cases of this problem. This is because in one case the expression involves high-order derivatives of products of multiple functions. We prove a simple intuitive multi-function generalization of the Leibnitz rule for high-order derivatives of products of two functions and use this to simplify this expression, thus giving a closed form solution for this problem. We similarly simplify the state-occupancy probabilities in general Markov models.
引用
收藏
页码:519 / 522
页数:4
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